Calibration in the "real world" of a partially specified stochastic volatility model.

MLA

Fatone, Lorella, et al. “Calibration in the ‘Real World’ of a Partially Specified Stochastic Volatility Model.” Journal of Futures Markets, vol. 44, no. 1, Jan. 2024, pp. 75–102. EBSCOhost, https://doi.org/10.1002/fut.22461.

APA

Fatone, L., Mariani, F., & Zirilli, F. (2024). Calibration in the “real world” of a partially specified stochastic volatility model. Journal of Futures Markets, 44(1), 75–102. https://doi.org/10.1002/fut.22461

Chicago

Fatone, Lorella, Francesca Mariani, and Francesco Zirilli. 2024. “Calibration in the ‘Real World’ of a Partially Specified Stochastic Volatility Model.” Journal of Futures Markets 44 (1): 75–102. doi:10.1002/fut.22461.